-50.2%
BROS vs ALM
+396.4%
-446.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.4% |
| 7D | -21.2% | -6.7% | -14.6% | -20.8% |
| 30D | -11.6% | -32.9% | +21.3% | -9.8% |
| 3M | -36.7% | -39.5% | +2.8% | -35.2% |
| 6M | -42.8% | -62.0% | +19.2% | -40.5% |
| YTD | -44.8% | -7.8% | -37.0% | -44.8% |
| 1Y | -36.5% | +26.7% | -63.2% | -37.4% |
| 3Y | +27.0% | +825.4% | -798.4% | +16.0% |
| All | -50.2% | +396.4% | -446.6% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling